‎In the restricted elliptical linear model‎, ‎an approximation for the risk of a general shrinkage estimator of‎

‎a general shrinkage estimator of regression vector-parameter is given‎. ‎superiority condition of the‎

‎shrinkage estimator over the restricted estimator is investigated‎, ‎under elliptical assumption‎. ‎It is evident from the numerical results that the shrinkage estimator performs better than the unrestricted one‎, ‎in the multivariate t-regression model‎.